Cart 0
High Frequency Financial Econometrics

High Frequency Financial Econometrics

Luc Bauwens

Format: Print Book

ISBN: 9783790819915

  • Save Rp 344.404,55
Tax included.
Will not ship until

Shedding light on some of the most pressing open questions in the analysis of high frequency data, this volume presents cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market microstructure, tick-by-tick data, bond and foreign exchange markets, and large dimensional volatility modeling. The volume is of interest to graduate students, researchers, and industry professionals.

Publication Year: 2008
Imprint: Physica-Verlag HD
Format: H
Weight (Gram): 1380





We Also Recommend

Taming the Guerrilla in International Commercial Arbitration

Taming the Guerrilla in International Commercial Arbitration
Foresight & Strategy in the Asia Pacific Region

Foresight & Strategy in the Asia Pacific Region

Save Rp 135.235,90
Commercial Aviation in the Jet Era and the Systems that Make it Possible

Commercial Aviation in the Jet Era and the Systems that Make it Possible

Save Rp 85.994,70
A Bias Radar for Responsible Policy-Making

A Bias Radar for Responsible Policy-Making

Save Rp 122.890,13
Attitudes, Beliefs, Motivation and Identity in Mathematics Education

Attitudes, Beliefs, Motivation and Identity in Mathematics Education

Save Rp 22.988,68